Comparison of approaches for random PDE optimization problems based on different matching functionals

DOI10.1016/j.camwa.2017.02.002zbMath1370.49032OpenAlexW2590409505MaRDI QIDQ2402238

Max D. Gunzburger, Hyung-Chun Lee

Publication date: 7 September 2017

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2017.02.002

zbMATH Keywords

finite element methodstochastic optimal controlrandom inputstochastic sparse collocation method

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Impulsive optimal control problems (49N25)

Related Items (8)

Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints ⋮ A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models ⋮ Error analysis of finite element approximations of the optimal control problem for stochastic Stokes equations with additive white noise ⋮ Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method ⋮ A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation ⋮ MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs ⋮ A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation ⋮ PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

Uses Software

• FreeFem++

Cites Work

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